+616.1%
RL vs PENG
+661.7%
-45.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.3% | -3.4% | +4.2% |
| 7D | +0.2% | -3.8% | +4.0% | +0.1% |
| 30D | +7.3% | -40.1% | +47.4% | +15.5% |
| 3M | +1.0% | -21.8% | +22.8% | +2.5% |
| 6M | +11.8% | +3.3% | +8.4% | +2.9% |
| YTD | +13.6% | +133.6% | -120.0% | -12.8% |
| 1Y | +24.0% | +110.7% | -86.7% | -3.1% |
| 3Y | +256.6% | +204.3% | +52.3% | +146.2% |
| 5Y | +240.2% | +54.4% | +185.9% | +151.1% |
| All | +616.1% | +661.7% | -45.6% | +336.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling